-14.7%
AMRZ vs REPL
+64.2%
-78.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -1.9% | -3.0% | +1.1% | -1.9% |
| 30D | -16.9% | +27.1% | -44.1% | -17.0% |
| 3M | -19.2% | +52.4% | -71.6% | -19.2% |
| 6M | -29.3% | +107.4% | -136.7% | -29.5% |
| YTD | -18.0% | +54.7% | -72.7% | -18.1% |
| 1Y | -15.1% | +158.9% | -173.9% | -15.9% |
| All | -14.7% | +64.2% | -78.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling